Python Scripting: Remove Curve Object
Something like this, 


First remove the Object that uses the Curve
Then remove the Curve data


code:

curves = bpy.data.curves
objects = bpy.data.objects
scene = bpy.context.scene

# remove the object
obj = bpy.data.objects[object_name]
cu = obj.data  # the curve
scene.objects.unlink(obj)
objects.remove(obj)

# remove the associated curve, if you need to and it doesn't have other users. 
curves.remove(cu)


You won't be able to remove Curve data if there are remaining Objects associated with that Curve data. cu.users will tell you how many users the Curve has, if that returns 0, the curve data can be removed with no other steps, but if it's more than 0 then other Objects are referencing the curve and you need to clear those references first.